Force the leaf lard through a sieve, or purée in a blender, and whip it till foamy, about 10 minutes.
Mix flour with 1teaspoon lard, the salt, granulated sugar, sour cream and 1 egg. Add about 1cup of water. Knead for 10 to 15 minutes, till the dough puckers and is quite silky on the outside. Let it rest for 30 minutes.
Roll out dough into a ¼-inch-thick sheet. Spread it with one third of the whipped leaf lard. Fold over the dough like puff pastry.
Roll out the dough again and spread it with second third of the leaf lard. Repeat the folding.
Roll out again, and spread with the rest of the lard. Fold over once again and let the dough rest in the refrigerator for 1 hour.
Stretch the dough to a very thin sheet, less than ¼inch. Cut it into 4-inch squares.
Put 1teaspoon of jam and 1teaspoon ground walnuts in the center. Starting with one corner, roll up the square with the jam inside to make a horn. Fill and roll all the squares.
Beat the second egg for glazing, and brush egg over the tops of all the horns. Dip them into the chopped walnuts. Sprinkle them with vanilla sugar.